CIK: 0001257391 · Show all filings
Period: Q4 2015 (← Previous) (Next →)
Filing Date: Feb 10, 2016
Total Value ($000): $3,667,437 (80.0% shares, 20.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | SPDR S&P 500 ETF TR | 3,540,000 | $721,771 | 19.7% | — | — | Put | 78462F953 |
| — | SPDR S&P 500 ETF TR | 3,000,000 | $611,670 | 16.7% | — | — | Call | 78462F903 |
| — | ISHARES TR | 1,750,000 | $196,893 | 5.4% | — | — | Put | 464287955 |
| PARR | PAR PACIFIC HOLDINGS INC | 8,178,905 | $192,531 | 5.2% | $18.31 | +26.4% | COM NEW | 69888T207 |
| — | ISHARES TR | 1,000,000 | $112,510 | 3.1% | — | — | Call | 464287905 |
| — | TESLA MTRS INC | 51,956,000 | $101,671 | 2.8% | $1.75 | — | NOTE 1.500% 6/0 | 88160RAA9 |
| — | CURRENCYSHARES EURO TR | 900,000 | $95,760 | 2.6% | — | — | Put | 23130C958 |
| — | YAHOO INC | 2,542,252 | $84,555 | 2.3% | $32.94 | — | COM | 984332106 |
| — | TELEFLEX INC | 39,547,000 | $84,383 | 2.3% | $1.98 | — | NOTE 3.875% 8/0 | 879369AA4 |
| — | PACIRA PHARMACEUTICALS INC | 21,904,000 | $68,327 | 1.9% | $3.41 | — | NOTE 3.250% 2/0 | 695127AB6 |
| — | AMERICAN CAP LTD | 4,839,321 | $66,734 | 1.8% | $13.49 | — | COM | 02503Y103 |
| — | AMERICAN CAP AGY CORP | 3,387,021 | $58,731 | 1.6% | $18.91 | — | COM | 02503X105 |
| — | BANK AMER CORP | 3,000,000 | $50,490 | 1.4% | — | — | Put | 060505954 |
| HUM | HUMANA INC | 250,507 | $44,718 | 1.2% | $163.87 | -1.3% | COM | 444859102 |
| — | AMERICAN AIRLS GROUP INC | 1,000,000 | $42,350 | 1.2% | — | — | Call | 02376R902 |
| — | OCWEN FINL CORP | 5,674,070 | $39,548 | 1.1% | $8.54 | — | COM NEW | 675746309 |
| — | E M C CORP MASS | 1,527,856 | $39,235 | 1.1% | $24.76 | — | COM | 268648102 |
| — | TIME WARNER CABLE INC | 211,320 | $39,219 | 1.1% | $176.64 | — | COM | 88732J207 |
| — | HERBALIFE LTD | 45,940,000 | $38,446 | 1.0% | $0.82 | — | NOTE 2.000% 8/1 | 42703MAB9 |
| — | CIGNA CORPORATION | 248,563 | $36,372 | 1.0% | $135.02 | — | COM | 125509109 |
| — | ISIS PHARMACEUTICALS INC DEL | 9,246,000 | $34,551 | 0.9% | $2.40 | — | NOTE 2.750%10/0 | 464337AG9 |
| — | BROADCOM CORP | 566,800 | $32,772 | 0.9% | $52.79 | — | CL A | 111320107 |
| — | ENCORE CAP GROUP INC | 28,681,000 | $30,151 | 0.8% | $1.54 | — | NOTE 3.000%11/2 | 292554AD4 |
| — | OFFICE DEPOT INC | 5,339,250 | $30,113 | 0.8% | $7.15 | — | COM | 676220106 |
| — | ISTAR INC | 27,000,000 | $29,042 | 0.8% | $1.11 | — | NOTE 3.000%11/1 | 45031UBR1 |
| — | HYCROFT MNG CORP | 28,825,760 | $28,826 | 0.8% | $1.00 | — | DEBT 15.000%10/2 | 448629AC9 |
| — | TWO HBRS INVT CORP | 3,164,718 | $25,634 | 0.7% | $8.23 | — | COM | 90187B101 |
| — | ENCORE CAP GROUP INC | 28,180,000 | $24,023 | 0.7% | $1.14 | — | NOTE 3.000% 7/0 | 292554AF9 |
| ALLY | ALLY FINL INC | 1,134,935 | $21,155 | 0.6% | $17.87 | -15.3% | COM | 02005N100 |
| RYAAY | RYANAIR HLDGS PLC | 227,921 | $19,706 | 0.5% | $86.46 | — | SPONSORED ADR NE | 783513203 |
| — | CORSICANTO LTD | 21,710,000 | $19,648 | 0.5% | $0.86 | — | NOTE 3.500% 1/1 | 220480AB3 |
| — | JAZZ TECHNOLOGIES INC NEW | 11,779,000 | $18,324 | 0.5% | $1.63 | — | NOTE 8.000%12/3 | 47214GAF4 |
| — | CORENERGY INFRASTRUCTURE TR | 24,000,000 | $18,180 | 0.5% | $0.88 | — | NOTE 7.000% 6/1 | 21870UAA4 |
| — | AMERICAN CAP MTG INVT CORP | 1,210,855 | $16,904 | 0.5% | $15.71 | — | COM | 02504A104 |
| — | PRECISION CASTPARTS CORP | 65,000 | $15,081 | 0.4% | $229.71 | — | COM | 740189105 |
| — | INTEGRA LIFESCIENCES HLDGS | 10,757,000 | $13,998 | 0.4% | $1.19 | — | C NOTE 1.625%12/1 | 457985AK5 |
| — | LIBERTY MEDIA CORP | 22,907,000 | $12,971 | 0.4% | $0.62 | — | DEB 4.000%11/1 | 530715AG6 |
| — | COWEN GROUP INC NEW | 13,500,000 | $12,968 | 0.4% | $1.22 | — | NOTE 3.000% 3/1 | 223622AB7 |
| — | VERISIGN INC | 4,850,000 | $12,419 | 0.3% | $2.56 | — | SDCV 3.250% 8/1 | 92343EAD4 |
| — | PHOTRONICS INC | 10,000,000 | $12,150 | 0.3% | $1.22 | — | NOTE 3.250% 4/0 | 719405AH5 |
| — | ALTISOURCE PORTFOLIO SOLNS S | 435,852 | $12,121 | 0.3% | $26.08 | — | REG SHS | L0175J104 |
| — | PDL BIOPHARMA INC | 14,716,000 | $11,782 | 0.3% | $0.80 | — | NOTE 4.000% 2/0 | 69329YAF1 |
| — | ALLERGAN PLC | 36,860 | $11,519 | 0.3% | $312.51 | — | SHS | G0177J108 |
| — | ALERE INC | 10,986,000 | $11,302 | 0.3% | $1.19 | — | NOTE 3.000% 5/1 | 01449JAA3 |
| SPY | SPDR S&P 500 ETF TR | 54,000 | $11,010 | 0.3% | $191.63 | — | TR UNIT | 78462F103 |
| — | CHENIERE ENERGY INC | 21,120,000 | $10,982 | 0.3% | $0.83 | — | NOTE 4.250% 3/1 | 16411RAG4 |
| — | TITAN MACHY INC | 16,750,000 | $10,793 | 0.3% | $0.69 | — | NOTE 3.750% 5/0 | 88830RAB7 |
| — | ICONIX BRAND GROUP INC | 12,045,000 | $10,720 | 0.3% | $1.21 | — | NOTE 2.500% 6/0 | 451055AE7 |
| — | CHUBB CORP | 80,000 | $10,611 | 0.3% | $122.65 | — | COM | 171232101 |
| — | GREEN PLAINS INC | 8,000,000 | $10,150 | 0.3% | $1.35 | — | NOTE 3.250%10/0 | 393222AD6 |
| — | JETBLUE AIRWAYS CORP | 2,148,000 | $9,998 | 0.3% | $1.89 | — | DBCV 6.750%10/1 | 477143AG6 |
| — | NEW SR INVT GROUP INC | 1,006,187 | $9,921 | 0.3% | $15.89 | — | COM | 648691103 |
| — | SANDISK CORP | 6,248,000 | $9,798 | 0.3% | $1.58 | — | NOTE 1.500% 8/1 | 80004CAD3 |
| — | ANADARKO PETE CORP | 200,000 | $9,716 | 0.3% | — | — | Put | 032511957 |
| — | NII HLDGS INC | 1,851,157 | $9,348 | 0.3% | $6.51 | — | COM PAR $0.001 | 62913F508 |
| — | CONOCOPHILLIPS | 200,000 | $9,338 | 0.3% | — | — | Put | 20825C954 |
| — | COBALT INTL ENERGY INC | 16,375,000 | $9,180 | 0.3% | $0.67 | — | NOTE 2.625%12/0 | 19075FAA4 |
| — | SELECT SECTOR SPDR TR | 150,000 | $9,083 | 0.2% | — | — | Call | 81369Y906 |
| — | CHARTER COMMUNICATIONS INC D | 48,400 | $8,862 | 0.2% | — | — | Put | 16117M955 |
| OSG | AMBAC FINL GROUP INC | 619,658 | $8,731 | 0.2% | $22.88 | -32.8% | COM NEW | 023139884 |
| — | ENCORE CAP GROUP INC | 11,429,000 | $8,593 | 0.2% | $0.91 | — | NOTE 2.875% 3/1 | 292554AH5 |
| — | INVESCO MORTGAGE CAPITAL INC | 666,866 | $8,262 | 0.2% | $12.34 | — | COM | 46131B100 |
| — | NVIDIA CORP | 4,850,000 | $8,078 | 0.2% | $1.67 | — | NOTE 1.000%12/0 | 67066GAC8 |
| — | SAFEGUARD SCIENTIFICS INC | 7,316,000 | $8,066 | 0.2% | $1.32 | — | DBCV 5.250% 5/1 | 786449AK4 |
| — | GSV CAP CORP | 8,500,000 | $7,825 | 0.2% | $0.92 | — | NOTE 5.250% 9/1 | 36191JAB7 |
| — | NATIONSTAR MTG HLDGS INC | 578,917 | $7,740 | 0.2% | $19.80 | — | COM | 63861C109 |
| — | IMPERIAL HLDGS INC | 8,500,000 | $7,129 | 0.2% | $1.14 | — | NOTE 8.500% 2/1 | 452834AE4 |
| — | GOL LINHAS AEREAS INTLG S A | 11,464,800 | $6,569 | 0.2% | $2.69 | — | SP ADR REP PFD | 38045R107 |
| — | ENERNOC INC | 10,500,000 | $6,097 | 0.2% | $0.68 | — | DBCV 2.250% 8/1 | 292764AB3 |
| UNH | UNITEDHEALTH GROUP INC | 50,921 | $5,990 | 0.2% | $99.65 | -0.4% | COM | 91324P102 |
| HUBB | HUBBELL INC | 57,526 | $5,812 | 0.2% | $76.44 | 0.0% | COM | 443510607 |
| PEP | PEPSICO INC | 56,192 | $5,615 | 0.2% | $65.67 | +11.9% | COM | 713448108 |
| — | APOLLO RESIDENTIAL MTG INC | 454,106 | $5,427 | 0.1% | $12.25 | — | COM | 03763V102 |
| — | TESLA MTRS INC | 5,820,000 | $5,333 | 0.1% | $0.93 | — | NOTE 1.250% 3/0 | 88160RAC5 |
| — | INTERPUBLIC GROUP COS INC | 224,150 | $5,218 | 0.1% | $13.98 | +10.0% | COM | 460690100 |
| UAL | UNITED CONTL HLDGS INC | 89,295 | $5,117 | 0.1% | $61.04 | -5.4% | COM | 910047109 |
| — | AMAG PHARMACEUTICALS INC | 4,000,000 | $5,030 | 0.1% | $2.08 | — | NOTE 2.500% 2/1 | 00163UAA4 |
| — | TRINA SOLAR LIMITED | 5,000,000 | $4,828 | 0.1% | $0.97 | — | NOTE 4.000%10/1 | 89628EAE4 |
| — | CABLEVISION SYS CORP | 150,000 | $4,785 | 0.1% | $31.90 | — | CL A NY CABLVS | 12686C109 |
| GM | GENERAL MTRS CO | 137,295 | $4,669 | 0.1% | $24.16 | +14.7% | COM | 37045V100 |
| CSL | CARLISLE COS INC | 51,365 | $4,556 | 0.1% | $77.78 | 0.0% | COM | 142339100 |
| — | TETRALOGIC PHARMACEUTICALS | 10,804,000 | $4,328 | 0.1% | $0.51 | — | C NOTE 8.000% 6/1 | 88165UAB5 |
| WHR | WHIRLPOOL CORP | 29,274 | $4,299 | 0.1% | $167.44 | -7.3% | COM | 963320106 |
| ITW | ILLINOIS TOOL WKS INC | 46,051 | $4,268 | 0.1% | $68.35 | +4.5% | COM | 452308109 |
| — | TESARO INC | 2,500,000 | $4,203 | 0.1% | $1.68 | — | NOTE 3.000%10/0 | 881569AA5 |
| CCL | CARNIVAL CORP | 73,561 | $4,008 | 0.1% | $45.03 | 0.0% | PAIRED CTF | 143658300 |
| — | KRISPY KREME DOUGHNUTS INC | 263,805 | $3,976 | 0.1% | $15.07 | — | COM | 501014104 |
| MDT | MEDTRONIC PLC | 51,392 | $3,953 | 0.1% | $56.98 | +2.8% | SHS | G5960L103 |
| — | UNITED TECHNOLOGIES CORP | 39,902 | $3,833 | 0.1% | $110.18 | — | COM | 913017109 |
| TXRH | TEXAS ROADHOUSE INC | 104,632 | $3,743 | 0.1% | $29.66 | +1.0% | COM | 882681109 |
| — | XEROX CORP | 349,618 | $3,716 | 0.1% | $10.63 | — | COM | 984121103 |
| JNJ | JOHNSON & JOHNSON | 33,874 | $3,480 | 0.1% | $68.36 | +11.1% | COM | 478160104 |
| CAH | CARDINAL HEALTH INC | 38,634 | $3,449 | 0.1% | $62.30 | +2.1% | COM | 14149Y108 |
| CSX | CSX CORP | 127,440 | $3,307 | 0.1% | $8.37 | -6.8% | COM | 126408103 |
| — | SUNPOWER CORP | 2,500,000 | $3,266 | 0.1% | $1.48 | — | DBCV 0.750% 6/0 | 867652AG4 |
| MCK | MCKESSON CORP | 15,744 | $3,105 | 0.1% | $195.59 | -10.8% | COM | 58155Q103 |
| GIS | GENERAL MLS INC | 51,031 | $2,942 | 0.1% | $40.46 | 0.0% | COM | 370334104 |
| — | PINNACLE FOODS INC DEL | 67,988 | $2,887 | 0.1% | $42.46 | — | COM | 72348P104 |
| MWA | MUELLER WTR PRODS INC | 329,652 | $2,835 | 0.1% | $7.42 | 0.0% | COM SER A | 624758108 |
| UNP | UNION PAC CORP | 35,046 | $2,741 | 0.1% | $72.17 | -5.4% | COM | 907818108 |
| — | VARIAN MED SYS INC | 32,296 | $2,610 | 0.1% | $80.81 | — | COM | 92220P105 |
| BIIB | BIOGEN INC | 8,492 | $2,602 | 0.1% | $287.35 | 0.0% | COM | 09062X103 |
| AMGN | AMGEN INC | 16,023 | $2,601 | 0.1% | $116.50 | 0.0% | COM | 031162100 |
| — | ITT CORP NEW | 70,100 | $2,546 | 0.1% | $36.32 | — | COM NEW | 450911201 |
| CTSH | COGNIZANT TECHNOLOGY SOLUTIO | 41,586 | $2,496 | 0.1% | $55.65 | +2.7% | CL A | 192446102 |
| — | ST JUDE MED INC | 40,077 | $2,476 | 0.1% | $61.78 | — | COM | 790849103 |
| ABBV | ABBVIE INC | 41,567 | $2,462 | 0.1% | $37.96 | 0.0% | COM | 00287Y109 |
| MRK | MERCK & CO INC NEW | 46,448 | $2,453 | 0.1% | $36.77 | 0.0% | COM | 58933Y105 |
| CAKE | CHEESECAKE FACTORY INC | 52,466 | $2,419 | 0.1% | $39.55 | 0.0% | COM | 163072101 |
| MEI | METHODE ELECTRS INC | 75,209 | $2,394 | 0.1% | $32.40 | -15.3% | COM | 591520200 |
| — | CARRIAGE SVCS INC | 2,000,000 | $2,356 | 0.1% | $1.11 | — | NOTE 2.750% 3/1 | 143905AM9 |
| — | LABORATORY CORP AMER HLDGS | 18,805 | $2,325 | 0.1% | $123.64 | — | COM NEW | 50540R409 |
| — | MEAD JOHNSON NUTRITION CO | 28,638 | $2,261 | 0.1% | $78.95 | — | COM | 582839106 |
| GOOGL | ALPHABET INC | 2,871 | $2,234 | 0.1% | $36.73 | 0.0% | CAP STK CL A | 02079K305 |
| — | DR PEPPER SNAPPLE GROUP INC | 23,809 | $2,219 | 0.1% | $77.17 | — | COM | 26138E109 |
| DVA | DAVITA HEALTHCARE PARTNERS I | 31,720 | $2,211 | 0.1% | $77.54 | -5.5% | COM | 23918K108 |
| GVA | GRANITE CONSTR INC | 49,647 | $2,130 | 0.1% | $37.52 | 0.0% | COM | 387328107 |
| — | STERICYCLE INC | 17,221 | $2,077 | 0.1% | $120.61 | — | COM | 858912108 |
| — | DEL TACO RESTAURANTS INC | 194,014 | $2,066 | 0.1% | $14.00 | — | COM | 245496104 |
| BLDR | BUILDERS FIRSTSOURCE INC | 184,212 | $2,041 | 0.1% | $12.67 | +0.3% | COM | 12008R107 |
| CSTE | CAESARSTONE SDOT-YAM LTD | 46,745 | $2,026 | 0.1% | $35.20 | 0.0% | ORD SHS | M20598104 |
| MOD | MODINE MFG CO | 219,724 | $1,989 | 0.1% | $9.33 | -6.1% | COM | 607828100 |
| FIS | FIDELITY NATL INFORMATION SV | 32,700 | $1,982 | 0.1% | $55.49 | 0.0% | COM | 31620M106 |
| DG | DOLLAR GEN CORP NEW | 27,507 | $1,977 | 0.1% | $59.13 | +0.7% | COM | 256677105 |
| — | HIBBETT SPORTS INC | 63,493 | $1,920 | 0.1% | $30.24 | — | COM | 428567101 |
| BMY | BRISTOL MYERS SQUIBB CO | 27,579 | $1,897 | 0.1% | $43.65 | +7.0% | COM | 110122108 |
| GNTX | GENTEX CORP | 116,502 | $1,865 | 0.1% | $16.16 | 0.0% | COM | 371901109 |
| LOCO | EL POLLO LOCO HLDGS INC | 147,202 | $1,859 | 0.1% | $11.88 | 0.0% | COM | 268603107 |
| — | CRANE CO | 38,573 | $1,845 | 0.1% | $47.83 | — | COM | 224399105 |
| — | SANOFI | 16,160,449 | $1,818 | 0.0% | $1.21 | — | RIGHT 12/31/2020 | 80105N113 |
| — | HARMAN INTL INDS INC | 19,149 | $1,804 | 0.0% | $95.98 | — | COM | 413086109 |
| — | CHESAPEAKE ENERGY CORP | 5,390,000 | $1,799 | 0.0% | $0.71 | — | NOTE 2.250%12/1 | 165167CB1 |
| — | TOWER INTL INC | 62,826 | $1,795 | 0.0% | $25.06 | — | COM | 891826109 |
| — | ECHO GLOBAL LOGISTICS INC | 84,034 | $1,713 | 0.0% | $20.38 | — | COM | 27875T101 |
| YUM | YUM BRANDS INC | 23,304 | $1,702 | 0.0% | $43.30 | 0.0% | COM | 988498101 |
| — | POWERSECURE INTL INC | 112,079 | $1,687 | 0.0% | $13.35 | — | COM | 73936N105 |
| FIVE | FIVE BELOW INC | 52,244 | $1,677 | 0.0% | $32.03 | 0.0% | COM | 33829M101 |
| — | CASTLE A M & CO | 4,058,000 | $1,509 | 0.0% | $1.45 | — | NOTE 7.000%12/1 | 148411AF8 |
| — | PRICELINE GRP INC | 1,164 | $1,484 | 0.0% | $1202.06 | — | COM NEW | 741503403 |
| GOGO | GOGO INC | 81,776 | $1,456 | 0.0% | $18.62 | -8.6% | COM | 38046C109 |
| — | SUPERVALU INC | 213,068 | $1,445 | 0.0% | $7.18 | — | COM | 868536103 |
| ANGO | ANGIODYNAMICS INC | 113,998 | $1,384 | 0.0% | $12.32 | 0.0% | COM | 03475V101 |
| — | PLY GEM HLDGS INC | 106,149 | $1,331 | 0.0% | $12.54 | — | COM | 72941W100 |
| MTRX | MATRIX SVC CO | 61,797 | $1,269 | 0.0% | $22.43 | 0.0% | COM | 576853105 |
| — | SAGENT PHARMACEUTICALS INC | 78,572 | $1,250 | 0.0% | $23.25 | — | COM | 786692103 |
| — | STONEGATE MTG CORP | 225,319 | $1,228 | 0.0% | $15.89 | — | COM | 86181Q300 |
| LOW | LOWES COS INC | 15,800 | $1,201 | 0.0% | $61.72 | 0.0% | COM | 548661107 |
| — | SKECHERS U S A INC | 39,591 | $1,196 | 0.0% | $30.21 | — | CL A | 830566105 |
| — | TILE SHOP HLDGS INC | 72,600 | $1,191 | 0.0% | $11.98 | — | COM | 88677Q109 |
| AES | AES CORP | 51,267 | $1,182 | 0.0% | $9.34 | -26.4% | COM | 00130H105 |
| CBZ | CBIZ INC | 118,395 | $1,167 | 0.0% | $9.34 | +13.3% | COM | 124805102 |
| CVLG | COVENANT TRANSN GROUP INC | 60,945 | $1,151 | 0.0% | $14.63 | -35.3% | CL A | 22284P105 |
| — | SUCAMPO PHARMACEUTICALS INC | 66,337 | $1,147 | 0.0% | $16.43 | — | CL A | 864909106 |
| ADUS | ADDUS HOMECARE CORP | 47,810 | $1,113 | 0.0% | $25.18 | 0.0% | COM | 006739106 |
| — | USA TECHNOLOGIES INC | 71,104 | $1,102 | 0.0% | $18.09 | — | CONV PFD SER A | 90328S203 |
| — | SWIFT TRANSN CO | 75,094 | $1,038 | 0.0% | $15.02 | — | CL A | 87074U101 |
| SUPN | SUPERNUS PHARMACEUTICALS INC | 75,415 | $1,014 | 0.0% | $15.47 | 0.0% | COM | 868459108 |
| — | GLOBAL EAGLE ENTMT INC | 100,071 | $988 | 0.0% | $12.43 | — | COM | 37951D102 |
| — | INSYS THERAPEUTICS INC NEW | 29,344 | $840 | 0.0% | $28.46 | — | COM NEW | 45824V209 |
| XLV | SELECT SECTOR SPDR TR | 10,662 | $768 | 0.0% | $72.03 | — | SBI HEALTHCARE | 81369Y209 |
| — | AEGERION PHARMACEUTICALS INC | 1,000,000 | $664 | 0.0% | $0.66 | — | NOTE 2.000% 8/1 | 00767EAB8 |
| — | CHESAPEAKE ENERGY CORP | 125,000 | $563 | 0.0% | $4.50 | — | COM | 165167107 |
| RVP | RETRACTABLE TECHNOLOGIES INC | 179,401 | $556 | 0.0% | $4.12 | -16.1% | COM | 76129W105 |
| — | AMBAC FINL GROUP INC | 74,756 | $497 | 0.0% | $7.60 | — | *W EXP 04/30/202 | 023139116 |
| LNWO | SCIENTIFIC GAMES CORP | 38,460 | $345 | 0.0% | $13.11 | -26.5% | CL A | 80874P109 |
| — | OI S.A. | 534,174 | $326 | 0.0% | $0.61 | — | SPN ADR NEW | 670851302 |
| LEU | CENTRUS ENERGY CORP | 94,700 | $125 | 0.0% | $51.25 | -95.7% | CL A | 15643U104 |